Dempsey was one of the top Sentries of the Last Cosmos players.
Though Dempsey had one of the highest scores in the game, he didn't care much about the back story. He was invited, along with Burfid and Corey Cavalieri, to Sentrycroft, to meet Simon Harper, who made them actual Sentries, agents in his fight against the fight the Dark Regent.
The first mission was the destruction of the Hall of Records, which was "infected" by the Dark Regent. Batman tried to stop them, but they managed to take out a large section of the building. The Sentries got away.
Harper summoned them again with terrible news: the Dark regent had come to Earth, and took up the disguise of Eldon Michaels. They were tasked to take him out. Again, Batman showed up, and again they beat him. They kidnapped Michaels and brought him to Sentrycroft. Harper had wanted the Sentries to kill him, but they refused, citing the Sentry code. So Harper went ahead with it himself. He fired an electric bolt at Michaels, who was not at all impressed with all the dress-up. He bargained for his life by asking for a smaller cut than in their original lawsuit. Upon hearing this, Dempsey and the other Sentries started to doubt Harper. When Batman showed them the script of Sentries of the Last Cosmos — written by Eldon Michaels — they turned on Harper.
Corey later took Burfid and Dempsey to Michaels' apartment, and asked him to explain everything they wanted to know.